#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Termstructures;
using Cephei.QL;
using Cephei.QL.Models;
using Cephei.QL.Math.Optimization;
using Cephei.QL.Math;
namespace Cephei.QL.Models.Shortrate.Onefactormodels
{
     // <summary> 
	// ! This class implements the standard Black-Karasinski model defined by \f[ d\ln r_t = (\theta(t) - \alpha \ln r_t)dt + \sigma dW_t, \f] where \f$ alpha \f$ and \f$ sigma \f$ are constants.  \ingroup shortrate
	// </summary>
    [Guid ("2725892C-1FD5-442e-9B3A-9F71C3E08DD4"),ComVisible(true)]
	public interface IBlackKarasinski : Cephei.QL.Models.IShortRateModel, Cephei.QL.Models.ITermStructureConsistentModel
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Cephei.QL.ILattice Tree(Cephei.QL.ITimeGrid grid);
    }

    // <summary> 
	// ! This class implements the standard Black-Karasinski model defined by \f[ d\ln r_t = (\theta(t) - \alpha \ln r_t)dt + \sigma dW_t, \f] where \f$ alpha \f$ and \f$ sigma \f$ are constants.  \ingroup shortrate Factory
	// </summary>
   	[ComVisible(true)]
    public interface IBlackKarasinski_Factory // : Collection_Factory<IBlackKarasinski, ICell<IBlackKarasinski>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IBlackKarasinski Create (Cephei.QL.Termstructures.IYieldTermStructure termStructure, Microsoft.FSharp.Core.FSharpOption<Double> a, Microsoft.FSharp.Core.FSharpOption<Double> sigma);
    }
}

